#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Generic;
using Cephei.QL.Times;
using Cephei.QL;
namespace Cephei.QL.Termstructures
{
     // <summary> 
	// ! This abstract class defines the interface of concrete credit structures which will be derived from this one.  \ingroup defaultprobabilitytermstructures
	// </summary>
    [Guid ("A8C07786-6186-4766-B637-7DB682AA3661"),ComVisible(true)]
	public interface IDefaultProbabilityTermStructure : Cephei.QL.ITermStructure
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        
		 Double DefaultDensity(Double t, Microsoft.FSharp.Core.FSharpOption<Boolean> extrapolate);
        
		 Double DefaultProbability(Double t1, Double t2, Microsoft.FSharp.Core.FSharpOption<Boolean> extrapo);
        
		 Double DefaultProbability(DateTime d1, DateTime d2, Microsoft.FSharp.Core.FSharpOption<Boolean> extrapolate);
        
		 Double DefaultProbability(Double t, Microsoft.FSharp.Core.FSharpOption<Boolean> extrapolate);
        
		 Double DefaultProbability(DateTime d, Microsoft.FSharp.Core.FSharpOption<Boolean> extrapolate);
        
		 Cephei.IVector<DateTime> JumpDates {get;}
        
		 Double SurvivalProbability(Double t, Microsoft.FSharp.Core.FSharpOption<Boolean> extrapolate);
        // <summary> 
		// ASC09130 Moved from hpp inline definitions
		// </summary>
		 Double SurvivalProbability(DateTime d, Microsoft.FSharp.Core.FSharpOption<Boolean> extrapolate);
        
		 Cephei.IVector<Double> JumpTimes {get;}
        
		 IDefaultProbabilityTermStructure Update {get;}
        
		 Double DefaultDensity(DateTime d, Microsoft.FSharp.Core.FSharpOption<Boolean> extrapolate);
        
		 Double HazardRate(Double t, Microsoft.FSharp.Core.FSharpOption<Boolean> extrapolate);
        
		 Double HazardRate(DateTime d, Microsoft.FSharp.Core.FSharpOption<Boolean> extrapolate);
    }

    // <summary> 
	// ! This abstract class defines the interface of concrete credit structures which will be derived from this one.  \ingroup defaultprobabilitytermstructures Factory
	// </summary>
   	[ComVisible(true)]
    public interface IDefaultProbabilityTermStructure_Factory // : Collection_Factory<IDefaultProbabilityTermStructure, ICell<IDefaultProbabilityTermStructure>>
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary>
        /// Create a hybrid Vector of IDefaultProbabilityTermStructure, with event notification of changes
        /// </summary>
        /// <returns>a new Vector&ltIDefaultProbabilityTermStructure&gt</returns>
        IVector<IDefaultProbabilityTermStructure> CreateVector();
        /// <summary>
        /// Create a hybrid Vector of ICell of IDefaultProbabilityTermStructure, with event notification of changes
        /// </summary>
        /// <returns>a new ICell&ltIVector&ltI&ltIDefaultProbabilityTermStructure&gt&gt&gt</returns>
        Generic.ICell<IVector<Generic.ICell<IDefaultProbabilityTermStructure>>> CreateCellVector();
        IVector<IDefaultProbabilityTermStructure> CreateVector(IEnumerable<IDefaultProbabilityTermStructure> source);
        Generic.ICell<IVector<Generic.ICell<IDefaultProbabilityTermStructure>>> CreateCellVector(IEnumerable<Generic.ICell<IDefaultProbabilityTermStructure>> source);
    }
}

